Meeting Date:
Wednesday, October 17, 2012
CFTC Staff:
Thomas Smith, DSIO
David Reiffen, OCE
Francis Kuo, DSIO
Joshua Beale, DSIO
Rafael Martinez, DSIO
Organization(s):
Bank of America Merrill Lynch
External Attendees:
Sarah J. Lee, Managing Director and General Counsel, Global Fixed Income Derivatives
Taryn L. Safrin, Senior Vice President, Commercial Banking Finance
Pamela Feldstein, Managing Director, Enterprise Capital Management
Daniel J. Seguine, Managing Director, Enterprise Capital Management
Edward Hill, Senior Vice President, Federal Government Relations
Andrew Scott, Director and Senior Credit Strategist
Greg Todd, Director and Assistant General Counsel, Fixed Income Derivatives
Laura Kuntzevich, Director and Trading Strategist
Additional Information:
Discussed implementation issues related to methods to calculate capital charges for credit risk, including models, model approvals and standardized tables.
